MILP solver and dual values in optmodel

[Tangui]

Good afternoon fellow SAS-users,

I am running a program using proc optmodel with MILP solver.

When creating output data from the constraints and adding the suffix ".dual", the output table is correctly created but with missing values for the dual values. When keeping the same syntax but dealing only with real (non integer) variables, it is working.

Is there any way to get the dual values when dealing with integer variables in proc optmodel ?

Thank you,

Best regards,

T.

[RobPratt · Accepted solution]

The MILP solver does not return dual values.  You can instead fix the integer variables and call the LP solver with the RELAXINT option, as shown in this documentation example:

http://support.sas.com/documentation/cdl/en/ormpex/68157/HTML/default/viewer.htm#ormpex_ex15_toc.htm

[Tangui]

Thank you for your quick reply.